+70.5%
ICE vs JBL
+100.1%
-29.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.4% |
| 7D | +3.6% | +6.3% | -2.7% | +3.6% |
| 30D | +15.1% | -13.5% | +28.6% | +15.1% |
| 3M | +15.4% | -31.3% | +46.7% | +15.8% |
| 6M | +16.1% | -28.4% | +44.6% | +16.3% |
| YTD | +11.4% | +11.6% | -0.2% | +8.1% |
| 1Y | +18.5% | +26.1% | -7.7% | +13.9% |
| 3Y | +70.5% | +97.4% | -26.8% | +53.6% |
| All | +70.5% | +100.1% | -29.6% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded JBL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling